Stochastic differential equations driven by symmetric stable processes

Richard F. Bass

Séminaire de probabilités de Strasbourg (2002)

  • Volume: 36, page 302-313

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Bass, Richard F.. "Stochastic differential equations driven by symmetric stable processes." Séminaire de probabilités de Strasbourg 36 (2002): 302-313. <http://eudml.org/doc/114093>.

@article{Bass2002,
author = {Bass, Richard F.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic differential equations; symmetric stable processes},
language = {eng},
pages = {302-313},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Stochastic differential equations driven by symmetric stable processes},
url = {http://eudml.org/doc/114093},
volume = {36},
year = {2002},
}

TY - JOUR
AU - Bass, Richard F.
TI - Stochastic differential equations driven by symmetric stable processes
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 302
EP - 313
LA - eng
KW - stochastic differential equations; symmetric stable processes
UR - http://eudml.org/doc/114093
ER -

References

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  8. [H] W. Hoh. The martingale problem for a class of pseudo-differential operators. Math. Ann.300 (1994), 121-147. Zbl0805.47045MR1289834
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  13. [PZ] G. Pragarauskas and P.A. Zanzotto. On one-dimensional stochastic differential equations with respect to stable processes. Liet. Mat. Rink.40 (2000) 361-385. Zbl0979.60045MR1803652
  14. [Sa] K. Sato. Lévy processes and infinitely divisible distributions. Cambridge Univ. Press, Cambridge, 1999. Zbl0973.60001MR1739520
  15. [Sk] A.V. Skorokhod. Studies in the theory of random processes. Addison-Wesley, Reading, MA, 1965. Zbl0146.37701MR185620
  16. [St] D.W. Stroock. Diffusion processes associated with Lévy generators. Z.f. Wahrscheinlichkeitstheorie32 (1975) 209-244. Zbl0292.60122MR433614
  17. [SV] D.W. Stroock and S.R.S. Varadhan. Multidimensional Diffusion Processes. Springer, Berlin, 1979. Zbl0426.60069MR532498
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  19. [Z] P.A. Zanzotto. On solutions of one-dimensional stochastic differential equations drive by stable Lévy motion. Stoch. Proc. and their Applic.68 (1997) 209-228. Zbl0911.60037MR1454833

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